NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 11-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
75.08 |
75.83 |
0.75 |
1.0% |
74.31 |
| High |
76.17 |
77.08 |
0.91 |
1.2% |
79.66 |
| Low |
73.95 |
74.77 |
0.82 |
1.1% |
70.75 |
| Close |
75.83 |
76.73 |
0.90 |
1.2% |
72.45 |
| Range |
2.22 |
2.31 |
0.09 |
4.1% |
8.91 |
| ATR |
2.28 |
2.29 |
0.00 |
0.1% |
0.00 |
| Volume |
46,945 |
41,666 |
-5,279 |
-11.2% |
190,402 |
|
| Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.12 |
82.24 |
78.00 |
|
| R3 |
80.81 |
79.93 |
77.37 |
|
| R2 |
78.50 |
78.50 |
77.15 |
|
| R1 |
77.62 |
77.62 |
76.94 |
78.06 |
| PP |
76.19 |
76.19 |
76.19 |
76.42 |
| S1 |
75.31 |
75.31 |
76.52 |
75.75 |
| S2 |
73.88 |
73.88 |
76.31 |
|
| S3 |
71.57 |
73.00 |
76.09 |
|
| S4 |
69.26 |
70.69 |
75.46 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.02 |
95.64 |
77.35 |
|
| R3 |
92.11 |
86.73 |
74.90 |
|
| R2 |
83.20 |
83.20 |
74.08 |
|
| R1 |
77.82 |
77.82 |
73.27 |
76.06 |
| PP |
74.29 |
74.29 |
74.29 |
73.40 |
| S1 |
68.91 |
68.91 |
71.63 |
67.15 |
| S2 |
65.38 |
65.38 |
70.82 |
|
| S3 |
56.47 |
60.00 |
70.00 |
|
| S4 |
47.56 |
51.09 |
67.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.08 |
70.75 |
6.33 |
8.2% |
2.66 |
3.5% |
94% |
True |
False |
52,387 |
| 10 |
79.66 |
70.75 |
8.91 |
11.6% |
2.70 |
3.5% |
67% |
False |
False |
42,078 |
| 20 |
82.51 |
70.75 |
11.76 |
15.3% |
2.28 |
3.0% |
51% |
False |
False |
38,013 |
| 40 |
85.95 |
70.75 |
15.20 |
19.8% |
1.96 |
2.6% |
39% |
False |
False |
29,264 |
| 60 |
85.95 |
70.75 |
15.20 |
19.8% |
2.01 |
2.6% |
39% |
False |
False |
26,705 |
| 80 |
85.95 |
70.75 |
15.20 |
19.8% |
2.05 |
2.7% |
39% |
False |
False |
23,848 |
| 100 |
85.95 |
69.40 |
16.55 |
21.6% |
2.04 |
2.7% |
44% |
False |
False |
21,598 |
| 120 |
85.95 |
69.40 |
16.55 |
21.6% |
1.99 |
2.6% |
44% |
False |
False |
19,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.90 |
|
2.618 |
83.13 |
|
1.618 |
80.82 |
|
1.000 |
79.39 |
|
0.618 |
78.51 |
|
HIGH |
77.08 |
|
0.618 |
76.20 |
|
0.500 |
75.93 |
|
0.382 |
75.65 |
|
LOW |
74.77 |
|
0.618 |
73.34 |
|
1.000 |
72.46 |
|
1.618 |
71.03 |
|
2.618 |
68.72 |
|
4.250 |
64.95 |
|
|
| Fisher Pivots for day following 11-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.46 |
76.12 |
| PP |
76.19 |
75.51 |
| S1 |
75.93 |
74.90 |
|